+78.5%
VUG vs CHTR
-81.7%
+160.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.4% |
| 7D | -0.5% | -4.1% | +3.6% | +0.1% |
| 30D | -1.0% | -3.0% | +2.0% | -0.8% |
| 3M | +3.5% | +4.8% | -1.2% | +2.0% |
| 6M | +14.2% | -35.0% | +49.2% | +20.2% |
| YTD | +8.5% | -30.2% | +38.7% | +12.1% |
| 1Y | +12.9% | -44.8% | +57.6% | +22.3% |
| 3Y | +85.6% | -66.6% | +152.2% | +121.0% |
| All | +78.5% | -81.7% | +160.2% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling